+143.6%
IBM vs XLP
+137.2%
+6.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | +10.1% | +8.3% | +1.8% | +3.0% |
| 3M | +4.8% | +8.7% | -3.9% | -2.3% |
| 6M | +12.6% | +11.2% | +1.4% | +2.9% |
| YTD | -13.9% | +20.0% | -33.9% | -27.1% |
| 1Y | -18.7% | +21.3% | -40.1% | -31.9% |
| 3Y | +81.9% | +43.8% | +38.1% | +29.7% |
| 5Y | +148.3% | +43.3% | +105.0% | +75.2% |
| 10Y | +143.6% | +136.8% | +6.9% | +10.8% |
| All | +143.6% | +137.2% | +6.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling